It's not very often I use a VPN. I don't have anything of any value stored to worry about. Anything to do financially I don't store those usernames and passwords. I have to manually input the information then after I am done I clear the Cache, Cookies, TIF and Temp Files and then restart the computer. I have sniffing software on my main computer so I can tell if anyone is trying to intrude on my activities and if they do try I have LOIC that will take care of them. So far I have never had any problems.
A person is more apt to have issues if they go into the Underground World of the Internet where the real interesting content is but they try to clip your wings trying to find out who you are so one has to be very careful going into that territory.